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First Trust Indxx Innovative Transaction & Process...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
US33741X2018
CUSIP
33741X201
Inception Date
Jan 24, 2018
Region
Developed Markets (Broad)
Category
Blockchain
Leveraged
1x (No leverage)
Index Tracked
Indxx Blockchain Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Indxx Innovative Transaction & Process ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Returns By Period

First Trust Indxx Innovative Transaction & Process ETF (LEGR) has returned -2.67% so far this year and 20.85% over the past 12 months.


First Trust Indxx Innovative Transaction & Process ETF

1D
2.90%
1M
-5.47%
YTD
-2.67%
6M
3.46%
1Y
20.85%
3Y*
18.46%
5Y*
9.89%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 25, 2018, LEGR's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, your investment would double in approximately 6.1 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +16.9%, while the worst month was Mar 2020 at -16.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, LEGR closed higher 55% of trading days. The best single day was Mar 17, 2020 with a return of +11.0%, while the worst single day was Mar 16, 2020 at -16.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.35%-1.33%-5.47%-2.67%
20255.09%0.96%-0.70%-0.42%6.19%5.45%-0.68%1.54%3.87%3.63%-0.99%3.61%30.83%
2024-0.98%3.28%2.87%-2.61%3.68%1.38%1.43%2.59%4.73%-2.51%2.82%-1.19%16.25%
20239.81%-2.71%2.36%0.11%-0.96%5.17%3.67%-3.54%-3.27%-3.44%9.15%5.64%22.79%
2022-0.42%-6.56%-0.12%-8.64%1.90%-8.40%3.93%-3.47%-10.17%5.12%12.69%-4.28%-19.01%
20210.35%4.73%2.10%2.46%3.49%-0.51%-0.07%3.56%-2.95%4.00%-3.41%3.23%17.91%

Benchmark Metrics

First Trust Indxx Innovative Transaction & Process ETF has an annualized alpha of 0.91%, beta of 0.93, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since January 26, 2018.

  • This ETF participated in 92.85% of S&P 500 Index downside but only 92.11% of its upside — more exposed to losses than it benefited from rallies.
  • With beta of 0.93 and R² of 0.79, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.91%
Beta
0.93
0.79
Upside Capture
92.11%
Downside Capture
92.85%

Expense Ratio

LEGR has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

LEGR ranks 67 for risk / return — better than 67% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


LEGR Risk / Return Rank: 6767
Overall Rank
LEGR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
LEGR Sortino Ratio Rank: 6868
Sortino Ratio Rank
LEGR Omega Ratio Rank: 6868
Omega Ratio Rank
LEGR Calmar Ratio Rank: 6464
Calmar Ratio Rank
LEGR Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for First Trust Indxx Innovative Transaction & Process ETF (LEGR) and compare them to a chosen benchmark (S&P 500 Index).


LEGRBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.26

0.90

+0.37

Sortino ratio

Return per unit of downside risk

1.76

1.39

+0.38

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.05

Calmar ratio

Return relative to maximum drawdown

1.69

1.40

+0.29

Martin ratio

Return relative to average drawdown

6.89

6.61

+0.28

Explore LEGR risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

First Trust Indxx Innovative Transaction & Process ETF provided a 1.92% dividend yield over the last twelve months, with an annual payout of $1.11 per share.


1.00%1.50%2.00%2.50%$0.00$0.20$0.40$0.60$0.80$1.00$1.2020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$1.11$1.09$1.11$1.05$0.91$0.78$0.36$0.65$0.33

Dividend yield

1.92%1.84%2.40%2.56%2.64%1.80%0.95%2.04%1.30%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Indxx Innovative Transaction & Process ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.14$0.14
2025$0.00$0.00$0.13$0.00$0.00$0.56$0.00$0.00$0.15$0.00$0.00$0.26$1.09
2024$0.00$0.00$0.09$0.00$0.00$0.54$0.00$0.00$0.26$0.00$0.00$0.22$1.11
2023$0.00$0.00$0.11$0.00$0.00$0.48$0.00$0.00$0.28$0.00$0.00$0.17$1.05
2022$0.00$0.00$0.06$0.00$0.00$0.51$0.00$0.00$0.24$0.00$0.00$0.09$0.91
2021$0.00$0.00$0.03$0.00$0.00$0.27$0.00$0.00$0.17$0.00$0.00$0.32$0.78

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Indxx Innovative Transaction & Process ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the First Trust Indxx Innovative Transaction & Process ETF was 36.12%, occurring on Mar 16, 2020. Recovery took 166 trading sessions.

The current First Trust Indxx Innovative Transaction & Process ETF drawdown is 7.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.12%Feb 13, 202022Mar 16, 2020166Nov 9, 2020188
-31.45%Jan 13, 2022187Oct 11, 2022352Mar 7, 2024539
-19.98%Sep 26, 201862Dec 24, 201878Apr 17, 2019140
-14.25%Feb 19, 202535Apr 8, 202521May 8, 202556
-11.2%Jan 30, 20188Feb 8, 2018140Aug 29, 2018148

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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